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We develop a diagrammatic Monte Carlo method for the real-time dynamics of dissipative quantum impurity models. These are small open quantum systems with interaction and local Markovian dissipation, coupled to a large quantum bath. Our…

Strongly Correlated Electrons · Physics 2024-03-26 Matthieu Vanhoecke , Marco Schirò

We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…

Statistical Mechanics · Physics 2015-05-20 Viktor Holubec , Petr Chvosta , Mario Einax , Philipp Maass

The reliability of a complex industrial system can rarely be assessed analytically. As system failure is often a rare event, crude Monte-Carlo methods are prohibitively expensive from a computational point of view. In order to reduce…

Computation · Statistics 2019-06-03 H. Chraibi , A. Dutfoy , T. Galtier , J. Garnier

We study the second-order quantum phase-transition of massive real scalar field theory with a quartic interaction ($\phi^4$ theory) in (1+1) dimensions on an infinite spatial lattice using matrix product states (MPS). We introduce and apply…

High Energy Physics - Lattice · Physics 2014-05-16 Ashley Milsted , Jutho Haegeman , Tobias J. Osborne

Recent work has suggested using Monte Carlo methods based on piecewise deterministic Markov processes (PDMPs) to sample from target distributions of interest. PDMPs are non-reversible continuous-time processes endowed with momentum, and…

Machine Learning · Statistics 2024-06-28 Paul Fearnhead , Sebastiano Grazzi , Chris Nemeth , Gareth O. Roberts

The direct simulation Monte Carlo (DSMC) method is a widely used stochastic particle approach to solving the Boltzmann equation. However, its computational cost remains a major drawback, which can be attributed to statistical errors when…

Fluid Dynamics · Physics 2024-07-12 Takehiro Shiraishi , Ikuya Kinefuchi

The recently proposed Clifford Circuits Augmented Matrix Product States (CA-MPS) (arXiv:2405.09217) seamlessly augments Density Matrix Renormalization Group with Clifford circuits. In CA-MPS, the entanglement from stabilizers is transferred…

Strongly Correlated Electrons · Physics 2024-07-04 Xiangjian Qian , Jiale Huang , Mingpu Qin

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

Predicting the dynamical properties of topological matter is a challenging task, not only in theoretical and experimental settings, but also numerically. This work proposes a variational approach based on a time-dependent correlated Ansatz,…

Quantum Physics · Physics 2025-08-05 Linda Mauron , Zakari Denis , Jannes Nys , Giuseppe Carleo

Recently a new class of Monte Carlo methods, called Time Relaxed Monte Carlo (TRMC), designed for the simulation of the Boltzmann equation close to fluid regimes have been introduced. A generalized Wild sum expansion of the solution is at…

Numerical Analysis · Mathematics 2010-09-16 L. Pareschi , S. Trazzi , B. Wennberg

In this paper, we reexamine the validity of using time quantified Monte Carlo (TQMC) method [Phys. Rev. Lett. 84, 163 (2000); Phys. Rev. Lett. 96, 067208 (2006)] in simulating the stochastic dynamics of interacting magnetic nanoparticles.…

Statistical Mechanics · Physics 2009-11-11 X. Z. Cheng , M. B. A Jalil , Hwee Kuan Lee

The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…

Quantum Physics · Physics 2019-07-03 Alexandra Nagy , Vincenzo Savona

The sampling of the configuration space in diffusion Monte Carlo (DMC) is done using walkers moving randomly. In a previous work on the Hubbard model [\href{https://doi.org/10.1103/PhysRevB.60.2299}{Assaraf et al.~Phys.~Rev.~B \textbf{60},…

Strongly Correlated Electrons · Physics 2023-01-19 Roland Assaraf , Emmanuel Giner , Vijay Gopal Chilkuri , Pierre-François Loos , Anthony Scemama , Michel Caffarel

The numerically exact path integral Monte Carlo approach for the real-time evolution of dissipative quantum systems (PIMC), particularly suited for systems with discrete configuration space (tight-binding systems), is extended to treat…

Statistical Mechanics · Physics 2009-11-11 Lothar Muehlbacher , Charlotte Escher , Joachim Ankerhold

By using stochastic ensembles of walkers in physical and in one-body Hilbert spaces the recently proposed time-dependent quantum Monte Carlo (TDQMC) method offers the unique capability to calculate one-body density matrices at fully…

Quantum Physics · Physics 2025-02-07 Ivan P. Christov

We develop an extension of the Monte Carlo wave function approach that unambiguously identifies dynamical entanglement in general composite, open systems. Our algorithm performs tangential projections onto the set of separable states,…

Quantum Physics · Physics 2026-01-21 Laura Ares , Julien Pinske , Benjamin Hinrichs , Martin Kolb , Jan Sperling

We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…

Optimization and Control · Mathematics 2018-02-05 Alessandro Balata , Jan Palczewski

We show that the formalism of tensor-network states, such as the matrix product states (MPS), can be used as a basis for variational quantum Monte Carlo simulations. Using a stochastic optimization method, we demonstrate the potential of…

Strongly Correlated Electrons · Physics 2009-11-13 A. W. Sandvik , G. Vidal

We present a probabilistic generative model for timing deviations in expressive music performance. The structure of the proposed model is equivalent to a switching state space model. The switch variables correspond to discrete note…

Artificial Intelligence · Computer Science 2011-06-27 A. T. Cemgil , B. Kappen

We review the local Monte Carlo dynamics and Swendsen-Wang cluster algorithm. We introduce and analyze a new Monte Carlo dynamics known as transitional Monte Carlo. The transitional Monte Carlo algorithm samples energy probability…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang